V-Lab
V-Lab
CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:100.53% (-2.63%)
Analysis last updated: Friday, June 13, 2025 at 11:34 AM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of CBOE EFA ETF Volatility Index GJR-GARCH
paramt-stat
ω5.000020.47
α0.223817.64
β0.8066134.29
γ-0.1599-9.08
Estimation Period:
Jan 2, 2008 to Jun 6, 2025
Impact of return on volatility tomorrow
Volatility Forecasts